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~language:"eng"
~person:"Grüning, Patrick"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Prognoseverfahren"
~subject:"Spillover effect"
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Prognoseverfahren
Spillover effect
Volatility
67
Volatilität
65
United States
50
Estimation
49
Schätzung
48
USA
48
ARCH model
47
ARCH-Modell
47
Welt
41
World
41
Theorie
37
Theory
37
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
33
Spillover-Effekt
28
Taiwan
25
Risikomaß
24
Risk measure
24
Bibliometrics
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Bibliometrie
21
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Portfolio selection
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VAR-Modell
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Börsenkurs
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Share price
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Capital market returns
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Correlation
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Kapitalmarktrendite
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Korrelation
17
Modellierung
17
Risk management
17
Scientific modelling
17
Risikomanagement
16
Stochastic process
16
Stochastischer Prozess
16
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38
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Book / Working Paper
53
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8
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53
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7
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7
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1
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Language
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English
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Grüning, Patrick
McAleer, Michael
Weber, Enzo
Gupta, Rangan
45
Rossi, Barbara
22
Pierdzioch, Christian
19
Audretsch, David B.
18
Chang, Chia-Lin
18
Croux, Christophe
18
Franses, Philip Hans
17
Giannone, Domenico
17
Marcellino, Massimiliano
17
Atallah, Gamal
16
Döpke, Jörg
16
Huber, Florian
16
Timmermann, Allan
16
Cepni, Oguzhan
12
Lahiri, Kajal
12
Siliverstovs, Boriss
12
König, Michael D.
11
Reichlin, Lucrezia
11
Song, Haiyan
11
Caporale, Guglielmo Maria
10
Clark, Todd E.
10
Fritsche, Ulrich
10
Keller, Wolfgang
10
Lehmann, Erik
10
Pettenuzzo, Davide
10
Sekhposyan, Tatevik
10
Amir, Rabah
9
Balcilar, Mehmet
9
Billio, Monica
9
Caporin, Massimiliano
9
Dijk, Dick van
9
Dovern, Jonas
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Kose, M. Ayhan
9
Mitchell, James
9
Ravazzolo, Francesco
9
Schumacher, Christian
9
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University of Canterbury / Dept. of Economics and Finance
8
University of Canterbury / Dept. of Economics
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
33
Econometric Institute research papers
7
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
SAFE working paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied economics
1
Essays on asset pricing with contagion, endogenous growth, and long-run risk
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
61
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61
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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
9
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
10
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
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